JD option chain JD.com, Inc.
Cboe delayed options data · as of 18:38 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±2.6% (26.14–27.51) · ATM IV 29.5% · P/C open interest 0.42
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 9.70 | 10.00 | 3 | 1 | 199.0% | 1.00 | 0.0001 | 0.000 | 17 | 0 | 0.0100 | 2 | 164.9% | -0.00 | 0.0001 | 0.000 | |
| 8.75 | 9.00 | 2 | 2 | 197.0% | 1.00 | 0.0002 | 0.000 | 18 | 0 | 0.6400 | 3 | 294.1% | -0.00 | 0.0002 | -0.000 | |
| 7.75 | 7.95 | 2 | 2 | 154.1% | 1.00 | 0.0003 | 0.000 | 19 | 0 | 0.4600 | 1 | 240.5% | -0.00 | 0.0003 | -0.000 | |
| 6.45 | 7.00 | 2 | 1.00 | 0.0006 | 0.000 | 20 | 0 | 0.2800 | 1 | 187.6% | -0.00 | 0.0006 | -0.000 | |||
| 5.45 | 6.05 | 2 | 1.00 | 0.0014 | 0.000 | 21 | 0 | 0.2200 | 153.5% | -0.00 | 0.0014 | -0.000 | ||||
| 4.70 | 4.90 | 1 | 173 | 1.00 | 0.0034 | -0.000 | 22 | 0 | 0.2300 | 2 | 131.1% | -0.00 | 0.0034 | -0.001 | ||
| 3.70 | 4.00 | 2 | 2 | 75.1% | 0.99 | 0.0088 | -0.001 | 23 | 0 | 0.1000 | 36 | 89.1% | -0.00 | 0.0088 | -0.002 | |
| 2.78 | 2.92 | 1 | 207 | 56.8% | 0.99 | 0.0254 | -0.004 | 24 | 0 | 0.1900 | 220 | 80.2% | -0.01 | 0.0254 | -0.004 | |
| 1.50 | 2.66 | 0.98 | 0.0454 | -0.007 | 24.5 | 0 | 0.0400 | 90 | 48.5% | -0.02 | 0.0454 | -0.007 | ||||
| 1.77 | 2.02 | 2 | 860 | 51.2% | 0.95 | 0.0834 | -0.011 | 25 | 0 | 0.0300 | 54 | 549 | 37.4% | -0.04 | 0.0834 | -0.011 |
| 1.29 | 1.47 | 3 | 40 | 37.3% | 0.91 | 0.1553 | -0.018 | 25.5 | 0.0200 | 0.0400 | 9 | 130 | 33.2% | -0.09 | 0.1555 | -0.018 |
| 0.8800 | 0.9600 | 122 | 1,239 | 32.3% | 0.83 | 0.2799 | -0.029 | 26 | 0.0700 | 0.0900 | 2 | 625 | 31.3% | -0.17 | 0.2805 | -0.029 |
| 0.4900 | 0.6200 | 2 | 137 | 32.3% | 0.66 | 0.4344 | -0.040 | 26.5 | 0.1900 | 0.2000 | 140 | 918 | 29.8% | -0.34 | 0.4363 | -0.040 |
| 0.2400 | 0.2800 | 317 | 1,221 | 29.6% | 0.43 | 0.4809 | -0.041 | 27 | 0.4100 | 0.4400 | 217 | 819 | 29.4% | -0.58 | 0.4835 | -0.042 |
| 0.1000 | 0.1100 | 975 | 1,218 | 29.6% | 0.22 | 0.3536 | -0.031 | 27.5 | 0.7500 | 0.8300 | 50 | 19 | 31.5% | -0.78 | 0.3558 | -0.031 |
| 0.0300 | 0.0400 | 1,166 | 1,829 | 29.7% | 0.11 | 0.2034 | -0.019 | 28 | 1.13 | 1.28 | 10 | 169 | 29.8% | -0.90 | 0.2042 | -0.019 |
| 0.0100 | 0.0300 | 37 | 1,061 | 34.2% | 0.05 | 0.1080 | -0.011 | 28.5 | 1.46 | 1.77 | 70 | -0.95 | 0.1093 | -0.011 | ||
| 0 | 0.0100 | 2 | 228 | 33.6% | 0.03 | 0.0573 | -0.006 | 29 | 1.36 | 2.51 | 14 | -0.98 | 0.0590 | -0.006 | ||
| 0 | 0.0400 | 34 | 49.3% | 0.01 | 0.0312 | -0.004 | 29.5 | 1.85 | 3.00 | 1 | -0.99 | 0.0316 | -0.004 | |||
| 0 | 0.0200 | 338 | 50.5% | 0.01 | 0.0175 | -0.002 | 30 | 1.94 | 4.00 | 6 | -1.00 | 0.0161 | -0.002 | |||
| 0 | 0.0200 | 56.7% | 0.00 | 0.0102 | -0.001 | 30.5 | 2.44 | 5.55 | 124.1% | -1.00 | 0.0076 | -0.002 | ||||
| 0 | 0.1000 | 149 | 82.1% | 0.00 | 0.0061 | -0.001 | 31 | 4.10 | 5.35 | 2 | 1 | 162.9% | -1.00 | 0.0034 | -0.002 | |
| 0 | 0.0300 | 72.8% | 0.00 | 0.0038 | -0.001 | 31.5 | 4.50 | 5.75 | 2 | 160.8% | -1.00 | 0.0013 | -0.002 | |||
| 0 | 0.0300 | 63 | 78.7% | 0.00 | 0.0024 | -0.000 | 32 | 3.90 | 7.00 | 145.5% | -1.00 | 0.0005 | -0.002 | |||
| 0 | 0.2200 | 9 | 127.8% | 0.00 | 0.0010 | -0.000 | 33 | 4.90 | 7.90 | 153.6% | -1.00 | 0.0001 | -0.001 | |||
| 0 | 0.0700 | 10 | 114.6% | 0.00 | 0.0005 | -0.000 | 34 | 5.95 | 7.85 | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.2200 | 154.8% | 0.00 | 0.0002 | 0.000 | 35 | 6.95 | 8.85 | -1.00 | 0.0000 | -0.002 | |||||
| 0 | 0.2200 | 167.3% | 0.00 | 0.0001 | 0.000 | 36 | 7.90 | 10.90 | 197.5% | -1.00 | 0.0000 | -0.001 | ||||
| 0 | 0.2200 | 179.2% | 0.00 | 0.0001 | 0.000 | 37 | 8.90 | 10.30 | -1.00 | 0.0000 | -0.001 | |||||
| 0 | 0.0500 | 150.1% | 0.00 | 0.0000 | 0.000 | 38 | 9.90 | 11.25 | -1.00 | 0.0000 | -0.001 | |||||
| 0 | 0.0100 | 139.9% | 0.00 | 0.0000 | 0.000 | 40 | 11.90 | 14.90 | 247.2% | -1.00 | 0.0000 | -0.001 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs